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Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 17%. B has an expected rate of return of 9% and a standard deviation of 14%. The weights of A and B in the global minimum variance portfolio are _____ and _____, respectively.
discuss Haberler''s opportunity cost doctrine.
what is the company lidted in NASDAQ that is included in the dow jones industrial average
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#qDiscuss the functions of money Illustrate your answeruestion..
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